Printed from https://ideas.repec.org/n/nep-rmg/2006-04-22.html
Report NEP-RMG-2006-04-22
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Robert Engle & Robert Ferstenberg, 2006, "Execution Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 12165, Apr.
- Item repec:dgr:uvatin:20060024 is not listed on IDEAS anymore
- Item repec:col:001043:002453 is not listed on IDEAS anymore
- Alessandro Bucciol & Raffaele Miniaci, 2006, "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers, University of Brescia, Department of Economics, number ubs0605.
- Roberto Casarin & Carmine Trecroci, 2006, "Business Cycle and Stock Market Volatility: A Particle Filter Approach," Working Papers, University of Brescia, Department of Economics, number ubs0603.
- Michael Bleaney & R. Todd Smith, 2006, "Closed-End Fund Betas," Discussion Papers, University of Nottingham, School of Economics, number 06/04, Apr.